Estimating overidentified, non-recursive, time varying coefficients structural vars
Year of publication: |
2014
|
---|---|
Authors: | Canova, Fabio ; Forero, Fernando J. Pèrez |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Strukturgleichungsmodell | Structural equation model | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Algorithmus | Algorithm | Geldpolitische Transmission | Monetary transmission | Schock | Shock | Theorie | Theory |
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